Leonardo Bonucci's scrappy 84th-minute goal gave the Serie A leaders their hard-fought win in the UEFA Europa League quarter-final first leg at the Stade de Gerland.
Conte warned his side they were yet to achieve anything, but was pleased they battled past what he believed was a negative Lyon side.
"It was tough today, as Lyon were above all trying to stop us from playing with man-marking all over the field," he told Sky Sport Italia.
"In that type of situation, you have to hope there's a one-on-one that goes well or moves practised in training that go as planned.
"Inevitably, Lyon lost in intensity in the second half, we moved better off the ball and created several chances.
"I think the victory is a deserved result, but we know that we have achieved nothing yet, there is a second leg to play and a semi-final to achieve."
The substitution of Carlos Tevez with a thigh problem on 56 minutes was the only major concern for Juventus.
Conte said it was a precautionary move, unwilling to take 'stupid risks' with the Argentina international.
"Carlos already felt a little pain in his thigh during the last game with Parma and we agreed the moment he felt pain in that area he should come off," Conte said.
"We didn't want to take any stupid risks.
"Those who came off the bench did very well and I am very happy."
Among the introduced substitutes was Sebastian Giovinco and Conte said the former Parma attacker needed to believe in himself to reach even greater levels.
"There aren't enough people who praise Giovinco, who in my view has incredible quality," he said.
"He needs to believe in himself even more and realise he can make the difference at a big club like Juventus the same way he did at Parma."
